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May 09, 2025
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2024-2025 General Catalogue
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FI 481. Partial Differential Equations with Option Pricing
Credits: 3
This course builds on the option pricing techniques learned in FI 480 and teaches advanced pricing methods and programming using R. Topics include the Binomial Model, Black-Scholes, Greeks-hedging, exotic options, and applications of financial engineering. Prerequisites: "C" or higher in FI 380 and FI 480 .
Offered:
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